feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators

Complete thin Dx-composition wrapper indicators with full test coverage:

- PlusDi/MinusDi: Directional Indicator wrappers (DiPlus/DiMinus from Dx)
- PlusDm/MinusDm: Directional Movement wrappers (DmPlus/DmMinus from Dx)
- Individual validation tests per indicator directory (TALib, Skender, bounds)
- Combined unit tests (DiDm.Tests.cs) and validation tests (DiDm.Validation.Tests.cs)
- Quantower wrappers + tests for all 4 indicators
- PineScript v6 implementations with compensated RMA
- Normalized .md documentation for all indicators and categories
- 182 tests passing, 0 failures
This commit is contained in:
Miha Kralj
2026-03-11 20:21:52 -07:00
parent 56b86bebfb
commit 33d20f2a18
437 changed files with 4589 additions and 2792 deletions
+2 -17
View File
@@ -1,5 +1,7 @@
# TYPPRICE: Typical Price
> *Typical price weights high, low, and close equally — a three-point summary that drops the open and keeps the essential.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Core |
@@ -59,23 +61,6 @@ $O(1)$ per bar. One addition, one FMA. No memory allocation. Always hot after th
Division by a non-power-of-two constant is 4-5x more expensive than multiplication on modern x86 CPUs (~15 cycles vs ~3 cycles). Precomputing $\frac{1}{3}$ as a `const double` and multiplying eliminates the division entirely. The compiler constant-folds `1.0 / 3.0` to the IEEE 754 double `0x3FD5555555555555` at compile time, so the hot path sees only multiply/FMA operations.
### Pseudo-code
```text
function TYPPRICE(bar):
const OneThird ← 1.0 / 3.0 // compile-time constant
o, h, l ← bar.Open, bar.High, bar.Low
// Substitute last-valid for non-finite inputs
if !finite(o): o ← lastValidOpen
if !finite(h): h ← lastValidHigh
if !finite(l): l ← lastValidLow
result ← FMA(o, OneThird, (h + l) × OneThird)
return result
```
### Output Interpretation
| Context | Meaning |